Web: http://arxiv.org/abs/2109.03709

Jan. 31, 2022, 2:11 a.m. | Bálint Máté, François Fleuret

cs.LG updates on arXiv.org arxiv.org

We introduce primed-PCA (pPCA), a two-step algorithm for speeding up the
approximation of principal components. This algorithm first runs any
approximate-PCA method to get an initial estimate of the principal components
(priming), and then applies an exact PCA in the subspace they span. Since this
subspace is of small dimension in any practical use, the second step is
extremely cheap computationally. Nonetheless, it improves accuracy
significantly for a given computational budget across datasets. In this setup,
the purpose of the …

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